Report NEP-ECM-2025-05-26

This is the archive for NEP-ECM, a report on new working papers in the area of Econometrics. Sune Karlsson issued this report. It is usually issued weekly.

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Other reports in NEP-ECM

The following items were announced in this report:

• Koki Fusejima & Takuya Ishihara, 2025. "Identification and estimation of treatment effects in a linear factor model with fixed number of time periods," Papers 2503.21763, arXiv.org.
• Masamune Iwasawa, 2025. "Finite-Sample Properties of Generalized Ridge Estimators for Nonlinear Models," Papers 2504.19018, arXiv.org.
• Kaicheng Chen, 2025. "Inference in High-Dimensional Panel Models: Two-Way Dependence and Unobserved Heterogeneity," Papers 2504.18772, arXiv.org.
• Helmut Lütkepohl & Fei Shang & Luis Uzeda & Tomasz Woźniak, 2025. "Partial Identification of Heteroskedastic Structural Vector Autoregressions: Theory and Bayesian Inference," Staff Working Papers 25-14, Bank of Canada.
• Susan Athey & Guido Imbens, 2025. "Identification of Average Treatment Effects in Nonparametric Panel Models," Papers 2503.19873, arXiv.org.
• Luis Alvarez & Bruno Ferman & Kaspar Wuthrich, 2025. "Inference with few treated units," Papers 2504.19841, arXiv.org.
• Sam van Meer & Nick W. Koning, 2025. "Real-time Program Evaluation using Anytime-valid Rank Tests," Papers 2504.21595, arXiv.org.
• Tian Xie, 2025. "Automatic Inference for Value-Added Regressions," Papers 2503.19178, arXiv.org.
• Yanhao 'Max' Wei & Zhenling Jiang, 2025. "Pre-Training Estimators for Structural Models: Application to Consumer Search," Papers 2505.00526, arXiv.org, revised May 2025.
• Ratbek Dzhumashev & Ainura Tursunalieva, 2025. "A test for instrumental variable validity using a correlation restriction," Monash Economics Working Papers 2025-06, Monash University, Department of Economics.
• Jiafeng Chen & Jiaying Gu & Soonwoo Kwon, 2025. "Empirical Bayes shrinkage (mostly) does not correct the measurement error in regression," Papers 2503.19095, arXiv.org.
• Francesco Giancaterini & Alain Hecq & Joann Jasiak & Aryan Manafi Neyazi, 2025. "Regularized Generalized Covariance (RGCov) Estimator," Papers 2504.18678, arXiv.org.
• Joshua Chan & Christian Matthes & Xuewen Yu, 2025. "Large Structural VARs with Multiple Sign and Ranking Restrictions," Papers 2503.20668, arXiv.org.
• Paul Diegert & Matthew A. Masten & Alexandre Poirier, 2025. "An Axiomatic Approach to Comparing Sensitivity Parameters," Papers 2504.21106, arXiv.org.
• Mauricio Olivares & Tomasz Olma & Daniel Wilhelm, 2025. "A Powerful Bootstrap Test of Independence in High Dimensions," Papers 2503.21715, arXiv.org, revised Apr 2025.
• Jos'e Luis Montiel Olea & Mikkel Plagborg-M{o}ller & Eric Qian & Christian K. Wolf, 2025. "Local Projections or VARs? A Primer for Macroeconomists," Papers 2503.17144, arXiv.org, revised May 2025.
• Yusuke Adachi, 2025. "Estimating the housing production function with unobserved land heterogeneity," Papers 2504.20429, arXiv.org.
• Yanqin Fan & Yuan Qi & Gaoqian Xu, 2025. "Policy Learning with $\alpha$-Expected Welfare," Papers 2505.00256, arXiv.org.
• Jacob Carlson & Melissa Dell, 2025. "A Unifying Framework for Robust and Efficient Inference with Unstructured Data," Papers 2505.00282, arXiv.org.
• Demian Pouzo & Martin Sola & Zacharias Psaradakis, 2025. "On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities," Papers 2504.21669, arXiv.org.
• Dan Ben-Moshe & David Genesove, 2025. "Identifying the Frontier Structural Function and Bounding Mean Deviations," Papers 2504.19832, arXiv.org, revised May 2025.
• Giovanni Compiani & Ilya Morozov & Stephan Seiler, 2025. "Demand Estimation with Text and Image Data," Papers 2503.20711, arXiv.org, revised Mar 2025.
• Ryota Ishikawa, 2025. "Identification of social effects through variations in network structures," Working Papers 2509, Waseda University, Faculty of Political Science and Economics.
• Appelbaum, Elie & Leshno, Moshe & Prisman, Eitan & Prisman, Eliezer, Z., 2025. "A Decision-Theoretic Method for Analyzing Crossing Survival Curves in Healthcare," MPRA Paper 124419, University Library of Munich, Germany.